+39.2%
XLK vs SPYM
+18.2%
+21.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | -0.2% |
| 7D | +0.2% | -0.8% | +1.0% | +1.6% |
| 30D | -0.6% | -1.1% | +0.4% | +1.3% |
| 3M | +2.6% | +3.9% | -1.3% | -3.7% |
| 6M | +34.0% | +13.6% | +20.3% | +10.2% |
| YTD | +30.7% | +12.7% | +17.9% | +9.1% |
| 1Y | +39.2% | +17.6% | +21.6% | +8.5% |
| All | +39.2% | +18.2% | +21.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling